Details about Tanya Vianna de Araújo

Access statistics for papers by Tanya Vianna de Araújo.

Last updated 2012-12-16. Update your information in the RePEc Author Service.

Short-id: par95

Working Papers

2012

1. Agent based models and opinion dynamics as markov chains
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
2. Aggregation and Emergence in Agent-Based Models: A Markov Chain Approach
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
3. How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identi cation of the Dynamics of a N-Dimensional Market
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
4. Interlinkages and structural changes in cross-border liabilities: a network approach
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
   Also in Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods (2012)
5. Portfolios and the market geometry
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
6. Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
   See also Journal Article in European Review of Economic History (2011)
7. The economic performance of Portuguese and Spanish regions: A network dynamic approach
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
8. The topology of cross-border exposures: beyond the minimal spanning tree approach
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
   Also in Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods (2012)
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)
9. Who replaces whom? Local versus non-local replacement in social and evolutionary dynamics
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.

2010

10. National industry cluster templates and the structure of industry output dynamics: a stochastic geometry approach
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. View citations (1)
11. On Positional Consumption and Technological Innovation- an Agent-based Approach
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.

2009

12. Network effects in a human capital based economic growth model
    Papers, arXiv.org
    Also in Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2008)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2009)
13. Opinion Dynamics and Communication Networks
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
    See also Journal Article in Advances in Complex Systems (ACS) (2010)

2008

14. Bargaining Clouds, or Mathematics as a Metaphoric Exploration of the Unexpected
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
15. The Dynamics of Speculative Markets: The Case of Portugal’s PSI20
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
16. Tribes under Threat – The Collective Behavior of Firms During the Stock Market Crisis
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
17. Trouble Ahead – The Subprime Crisis as Evidence of a New Regime in the Stock Market
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.

2007

18. Innovation Success and Structural Change: An Abstract Agent Based Study
    Papers, arXiv.org
    Also in Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2007) View citations (1)
19. The Labour Market on the Hypercube
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2008)
20. The Seismography of Crashes in Financial Markets
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. View citations (7)

2006

21. Disturbance of patterns in EEG spatial correlations
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
22. Market-oriented innovation: When is it profitable? An abstract agent-based study
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. View citations (2)

2005

23. Education, Neighbourhood Effects and Growth: An Agent Based Model Approach
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.
    See also Journal Article in Advances in Complex Systems (ACS) (2008)
24. The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. View citations (7)
    See also Journal Article in Quantitative Finance (2007)

2001

25. A process-reconstruction analysis of market fluctuations
    Papers, arXiv.org View citations (2)
26. Function and form in networks of interacting agents
    Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. View citations (4)

Journal Articles

2012

1. The topology of cross-border exposures: Beyond the minimal spanning tree approach
   Physica A: Statistical Mechanics and its Applications, 2012, 391, (22), 5572-5583 View citations (3)
   See also Working Paper (2012)

2011

2. Social capital and economic performance: trust and distrust in eighteenth-century gold shipments from Brazil
   European Review of Economic History, 2011, 15, (01), 1-27
   See also Working Paper (2012)

2010

3. OPINION DYNAMICS AND COMMUNICATION NETWORKS
   Advances in Complex Systems (ACS), 2010, 13, (01), 95-111
   See also Working Paper (2009)

2009

4. INNOVATION AND SELF-ORGANIZATION IN A MULTI-AGENT MODEL
   Advances in Complex Systems (ACS), 2009, 12, (02), 233-253 View citations (1)
5. Network effects in a human capital based economic growth model
   Physica A: Statistical Mechanics and its Applications, 2009, 388, (11), 2207-2214
   See also Working Paper (2009)

2008

6. EDUCATION, NEIGHBORHOOD EFFECTS AND GROWTH: AN AGENT-BASED MODEL APPROACH
   Advances in Complex Systems (ACS), 2008, 11, (01), 99-117
   See also Working Paper (2005)
7. The labour market on the hypercube
   Physica A: Statistical Mechanics and its Applications, 2008, 387, (5), 1301-1310
   See also Working Paper (2007)

2007

8. The geometry of crashes. A measure of the dynamics of stock market crises
   Quantitative Finance, 2007, 7, (1), 63-74 View citations (1)
   See also Working Paper (2005)

2003

9. Reconstructing an economic space from a market metric
   Physica A: Statistical Mechanics and its Applications, 2003, 323, (C), 635-650 View citations (17)